+1,408.5%
LITE vs ZTS
-49.6%
+1,458.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +10.9% |
| 7D | -12.9% | -1.0% | -11.9% | -12.6% |
| 30D | -46.0% | +10.8% | -56.8% | -45.4% |
| 3M | -33.0% | +14.1% | -47.1% | -32.5% |
| 6M | -34.0% | +0.8% | -34.8% | -32.7% |
| YTD | +61.7% | -33.1% | +94.8% | +85.2% |
| 1Y | +148.3% | -30.0% | +178.3% | +179.5% |
| 3Y | +1,408.5% | -49.5% | +1,458.0% | +1,714.5% |
| All | +1,408.5% | -49.6% | +1,458.1% | +1,714.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling